That wouldn't be how your name is said in another language. Your example is a short version of the same English name. I'm talking about the same name spoken in a different language, which the case between Yeshua, Iesous and Jesus, Hebrew, Greek and English.
However, this is not something that needs to be debated. You are free to stick with the English version of Jesus if you want. What is important is knowing that they are all the same name for the same person. The Son of God. The One who shed His blood.
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Pilate also had a notice posted on the cross. It read:
JESUS OF NAZARETH,
THE KING OF THE JEWS.
Many of the Jews read this sign, because the place where Jesus was crucified was near the city, and it was written in Hebrew, Latin, and Greek. So the chief priests of the Jews said to Pilate, “Do not write, ‘The King of the Jews,’ but only that He said, ‘I am the King of the Jews.’”
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Now, since the notice was written in Hebrew, Latin and Greek, do you think that in each posting that the name 'Jesus' was used in each language? No, it would not! The Hebrew version would have used 'Yeshua/Jehoshua ' and the Greek 'Iesous' and Latin would have been IESVS.